State Street SPDR MSCI World StrategicFactors ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:491.40% (+52.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,004.9330 | 11.71 | |
| 0.0856 | 103.12 | |
| 0.9990 | 11,482.76 | |
| 2.0006 | 666,854.67 |
Estimation Period:
Jun 5, 2014 to Feb 6, 2026
Jun 5, 2014 to Feb 6, 2026
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